ERM Library

The ERM Library is a collection of articles, papers and books related to Enterprise Risk Management. Some papers require members to log-in due to licensing restrictions.

Users can search the library by general category, specific risk category or by using the keyword search feature. Alternatively you can select all documents to browse the entire library. The library can also be filtered and sorted by using any of the headings shown below.

The ERM library has not been updated since early 2019 so

  • Papers published after 2018 will not be included
  • Some of the documents listed may now be out of date or superseded.
Title Published Author Publication Type Resource Type
The End of Enterprise Risk Management David Martin and Michael Power Paper Academic
Capital allocation and risk appetite under Solvency II framework Ivan Granito, Paolo De Angelis Paper Academic
Managing Risks: A New Framework Robert S. Kaplan, Anette Mikes Article Academic
Model risk of risk models Jon Danielsson, Kevin R. James, Marcela Valenzuela, Ilknur Zerd Paper Academic
The fundamental principles of financial regulation Markus Brunnermeier, Princeton University, Andrew Crocket, JPMorgan Chase, Charles Goodhart, London School of Economics, Martin Hellwig, Max Planck Institute, Avinash D. Persaud, Chairman. Intelligence Capital Limited, Hyun Shin, Princeton University Paper Academic
Risk Management Terminology Shinichi Kamiya
Peng Shi
Joan Schmit
Marjorie Rosenberg 		Paper Academic
COSOs 2010 Report on ERM: Current State of Enterprise Risk Oversight and Market Perceptions of COSOs ERM Framework Mark S. Beasley, Bruce C. Branson, Bonnie V. Hancock Paper Academic
Property Derivatives for Managing European Real-Estate Risk Frank J. Fibozzi, Robert J. Shiller, Radu S. Tunaru Academic
To Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance Companies Helmut Grndl, Thomas Post andRoman N. Schulze Paper Academic
Using Life Settlements to Hedge the Mortality Risk of Life Jennifer L. Wang, Ming-Hua Hsieh, Chenghsien Tsai Paper Academic
The Effect of the 2007/2008 Financial Crisis on Enterprise Risk Management Disclosure of Top US Banks Daniel Zeghal, Meriem El Aoun Paper Academic
A Cost of Capital Approach to Credit and Liquidity Spreads B. John Manistre Paper Academic
Derivatives, AIG and the Future of Enterprise Risk Management Michael G. Wacek Paper Academic
Adverse Selection and Moral Hazard in a Dynamic Model of Auto Insurance Przemyslaw Jeziorski, Elena Krasnokutskaya & Olivia Ceccarini Paper Academic
Enterprise Risk Management and the Cost of Capital Thomas R. Berry-Stölzlea, Jianren Xub Paper Academic
Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas Lei Hua, Michelle Xia Paper Academic
The Valuation implications of Emterprise Risk Management Maturity Mark Farrell and Ronan Gallagher Paper Academic
The Economics of Insurance Fraud Investigation: Evidence of a Nash Equilibrium Stephen P. DArcy, Richard A. Derrig, Herbert I. Weisberg Article Academic
Implementing Lean Practices: Managing the Transformation Risks Antony Pearce and Dirk Pons Article Academic
Financing Natural Catastrophe Exposure:
Issues and Options for Improving Risk Transfer Markets 		Rawle O. King Paper Academic
Financial contagion and intra-group spillover effects Bernhard Mayr Paper Academic
An ERM Maturity Model Barbara Monda and Marco Giorgino Paper Academic
The effects of corporate governance on firms’ credit ratings Hollis Ashbaugh-Skaife, Daniel W. Collins, Ryan LaFond Paper Academic
The impact of risk culture on underwriting risk of life insurance companies in Ghana Agnes Asare Paper Academic
New Strategies for Managing Risks: A Balancing Act for Boards Stephen Pelletier Article Academic
A New Approach to Assessing Model Risk in High Dimensions Carole Bernard, Steven Vanduffel Paper Academic
A Critical Analysis of the Solvency II Proposals René Doff Paper Academic
Risk Based Capital Covariance ProjectBibliography Donald F BehanSamuel H Cox Paper Academic
Current State of Enterprise Risk Oversight: Progress is Occurring but Opportunities for Improvement Remain Mark Beasley, Bruce Branson, Bonnie Hancock Paper Academic
Macro-prudential Tools and Credit Risk of Property Lending at Irish banks Niamh Hallissey, Robert Kelly, & Terry O'Malle Article Academic
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